+528.8%
APP vs DKS
+113.3%
+415.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +3.1% |
| 7D | +79.2% | +3.8% | +75.3% | +76.0% |
| 30D | +48.0% | +8.1% | +39.9% | +42.9% |
| 3M | +18.2% | -28.6% | +46.8% | +29.1% |
| 6M | -12.5% | -33.6% | +21.1% | -2.8% |
| YTD | -39.2% | -23.8% | -15.4% | -37.2% |
| 1Y | -33.9% | -30.7% | -3.1% | -29.0% |
| 3Y | +933.3% | +41.5% | +891.8% | +660.2% |
| 5Y | +295.9% | +23.0% | +272.8% | +153.0% |
| All | +528.8% | +113.3% | +415.6% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling